![Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics Markov models / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Computational statistics / Gamma distribution / Prior probability / Markov chain Monte Carlo / Estimation theory / Statistics / Probability and statistics / Bayesian statistics](https://www.pdfsearch.io/img/d3d55eebe2f7505d2bb101a03fc4a36e.jpg) Date: 2010-12-30 17:20:09Markov models Autoregressive conditional heteroskedasticity Econometrics Time series analysis Computational statistics Gamma distribution Prior probability Markov chain Monte Carlo Estimation theory Statistics Probability and statistics Bayesian statistics | | C ONTRIBUTED R ESEARCH A RTICLES 41 Bayesian Estimation of the GARCH(1,1) Model with Student-t InnovationsAdd to Reading ListSource URL: journal.r-project.orgDownload Document from Source Website File Size: 496,70 KBShare Document on Facebook
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